All materials are freely available for your use, but be warned: they are highly preliminary, significantly
incomplete, and rapidly evolving. All are licensed under the
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. (Briefly: I retain
copyright, but you can use, copy and distribute non-commercially, so long as
you give me attribution and do not modify. To view a copy of the license, visit
http://creativecommons.org/licenses/by-nc-nd/4.0/.)
In return I ask that you please cite the books whenever appropriate, as:
"Diebold, F.X. (year here), Book Title
Here, Department of Economics, University of Pennsylvania, http://www.ssc.upenn.edu/~fdiebold/Textbooks.html."
Econometric
Data Science: book
- slides - data and code - course
site
Forecasting: book - slides - data and code - course
site
Time Series
Econometrics: book - slides - data and code - course
site
I have retired Elements of Forecasting
following the fourth edition, but you can use it if you want:
Elements of Forecasting:
book photocopy - book manuscript - slides - data and code - "solutions" to problems